Keep trying? In all seriousness, its the only real way. I have a friend that is probably more than twice the age of most people posting in this thread that came to an epiphany about this and similar subjects about a year ago. She's highly intelligent and while has had an active social life for as long as I've known her, she has always suffered with anxiety, and struggling to make things happen. Since she's pretty smart, she's tried just about every other way to start making friends that she can think of, and completely exhausted all other methods until she came to the realisation that the absolute only way to feel less depressed about this stuff, less lonely, less pathetic, it to get off your arse, and go and meet people. And keep ****ing doing it. Over and over and over again.
As she was telling me all this, I was going through a similar thing although I was far less whiney about it than most people in this thread have been. I took her advice, got off my ass and went out. Again and again and again. Some of the time I didn't meet anybody interesting. Some other times I did. I met several of my current friends while taking swing dancing lessons. Goth themed swing dancing lessons nonetheless. Randomness.
You lot are feeling lonely? Well, sitting in front of your computer screen by yourself, typing into a text box about how lonely you are, and not having any physical interaction....yeah. Hard to see why you're feeling lonely.
There's a reason why I hardly spend any time on here anymore, and its not simply because half of the demis hate me, or the progressive lameness of this forum as a whole, its simply because I have no time to visit here anymore due to me like, being happy and socialising and stuff. And drinking. And fooling around. And stuff.
Edit: Woah, did I seriously write all this? Awesome.